# optim.portfolio

##### Optimize portfolio weights

Optimizes portfolio weights by minimizing the variance

##### Usage

```
optim.portfolio(
asset.names,
increment = 100,
rf = 0,
period = c("months", "weeks", "quarters", "years")
)
```

##### Arguments

- asset.names
Vector of ticker of securities

- increment
Number of portfolio to be generated, Default: 100

- rf
Risk-free rate of return, Default: 0

- period
Period for which the returns are calculated, Default: c("months", "weeks", "quarters", "years")

##### Details

Minimizes the variance using the method of lagrange multiplier to calculate the portfolio weights with minimized variance for given target return.

##### Value

Returns a dataframe of the portfolios with different portfolio weights and different target returns and target standard deviation. Using this an investor can choose between range of portfolio to allocate funds.

##### Examples

```
# NOT RUN {
optim.portfolio(c('FXAIX', 'TIBFX'), period = 'weeks')
# }
```

*Documentation reproduced from package PortfolioAnalysis, version 1.0.6, License: GPL-3*

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